In a large mixing bowl, beat together cream cheese and butter until creamy. Mix in sugar, vanilla and salt. Add flour and mix just until combined.

Divide dough into two equal portions and shape each into a flat square - wrap well in plastic wrap and chill until firm, at least 1 hour.

To prepare the brownie filling

In a small saucepan, melt butter and chocolate over low heat. Remove from the heat and whisk in sugar, vanilla and salt until combined - set aside and let cool slightly. Whisk in egg yolk and flour, then stir in dried cherries - let sit until completely cool to the touch.

Preheat oven to 325 degrees.

Remove one piece of dough from the refrigerator and unwrap. On a lightly floured surface, roll dough into a 10" square, trimming dough, if needed, to get an even square. Using a fluted pastry wheel, cut dough into 2" squares, for a total of 25.

Shape a scant 1/2 teaspoon of the brownie filling into a 1" long log, then gently flatten using your fingertips. Place log diagonally onto the center of each square. Fold 1 corner of dough over the brownie filling. Lightly moisten the corner with water and then fold opposite corner over, overlapping slightly, gently pressing together to seal. Place cookies onto a baking sheet lined with parchment paper.

To prepare egg wash

In a small bowl, whisk together egg yolk and water. Evenly brush over the cookies - sprinkle lightly with coarse sugar. Place pan into the oven and bake until the cookies are golden, about 12 to 15 minutes. Remove and transfer cookies to a wire rack to cool completely.

Repeat process with remaining dough and filling while the first batch bakes.